Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-01 0.335706 0.367323 0.401856 0.442600 0.489655 0.542653 0.607378
2025-06-08 0.303656 0.345784 0.394638 0.456223 0.532879 0.626676 0.752609
2025-06-15 0.277242 0.325002 0.382897 0.459680 0.561137 0.694167 0.888309
2025-06-22 0.254676 0.305285 0.368790 0.456507 0.578284 0.747717 1.014258
2025-06-29 0.236836 0.289169 0.356754 0.453399 0.593501 0.799177 1.146485
2025-07-06 0.218341 0.270296 0.338874 0.439599 0.590686 0.822364 1.237661
2025-07-13 0.209721 0.263629 0.336539 0.446929 0.619204 0.897444 1.434509
2025-07-20 0.201839 0.257189 0.333701 0.452794 0.645622 0.972928 1.653176
2025-07-27 0.192464 0.247916 0.325923 0.450114 0.657451 1.024630 1.839531
2025-08-03 0.185416 0.241404 0.321545 0.452063 0.676898 1.093171 2.085604
2025-08-10 0.174731 0.228998 0.307521 0.437235 0.665190 1.099611 2.186401
2025-08-17 0.164390 0.216567 0.292711 0.419930 0.647112 1.090385 2.244879
2025-08-24 0.158883 0.211171 0.288595 0.420505 0.662751 1.155647 2.537919
2025-08-31 0.156741 0.210619 0.291863 0.433739 0.703848 1.284749 3.090203
2025-09-07 0.152598 0.206790 0.289663 0.437213 0.726323 1.377033 3.587998
2025-09-14 0.147464 0.201166 0.284211 0.434377 0.735564 1.439584 4.024854
2025-09-21 0.142713 0.195900 0.279016 0.431535 0.744382 1.503289 4.521059
2025-09-28 0.136364 0.187864 0.268836 0.418707 0.730238 1.503032 4.732784
2025-10-05 0.134126 0.186202 0.269150 0.425543 0.760140 1.632211 5.722244
2025-10-12 0.131763 0.184220 0.268784 0.431005 0.787717 1.763416 6.924586
2025-10-19 0.128168 0.180093 0.264524 0.428513 0.796385 1.839491 7.909162
2025-10-26 0.125502 0.177364 0.262524 0.430328 0.815663 1.956409 9.450351
2025-11-02 0.120452 0.170553 0.253092 0.416520 0.794792 1.931376 9.731971